Personally I think the Shure SE530 is currently the best all-rounder and is what you should buy if you're looking for a great everyday iPod companion and aren't tied to a low budget.
It has sound quality that's among the top for a balanced-armature phone without the stressed, distortion-laden reproduction of the single-driver Etymotics. It's also well designed and when partnered with the various tips available, is very versatile for all sorts of travelling uses. The silicone tips can be used for everyday commuting, while the Comply-style tips come into their own for comfortable air travel.
People who're hooked on the inaccurate reproduction of the Etymotic ER-4S/P blast the Shures for being bass-heavy, but the fact is that when you take the SE530 sound into the headphone arena it compares favourably with well-regarded, less anaemic reference phones - and the ER's seem excessively tinny in comparison, as they should. The bass is punchy, not bloated.
The Ultimate Ears Triple.Fi could be as good, but the product engineering is poor and as a result the fit - a critical part of armature phones - is compromised. If I was guessing, I'd say it was a classic example of computer-originated (and not assisted) incompetence in product design, while Shure likely played with real-life models before hitting the SLA's.
Not that armature phones have that great a sound reproduction when you start being picky - the upper midrange on the SE530 grates and splashes more than a little, and moving straight from my 'good' headphones to the Shure is an experience in teeth-grittage - but to me they encompass the best iPod-related compromise of high isolation, decent sound in the musical range, good human-interface engineering and portability.
The short-cord + extension arrangement also works well for people like me who use remotes like the Gear4 Blueye, and isn't a hindrance if you don't use them like that.
The SE530's have stood up to my use for them as a commute beater quite well. They get squashed under lots of other stuff, sat on, etc and they exhibit no problems.
The one issue I'm aware of is the cable - which I think they still might not have got right, in that the nylon shroud has a habit of absorbing skin moisture / oil over time and for the plasticiser to leach out (Where? is a very good question) making the shroud brittle. I've not yet come across this on the SE5xx yet and in fact haven't come across it myself, but friends have come across it aplenty on the E2c. This is possibly because I don't have a pair of earphones jammed in my ear for every waking hour.